Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47491.6 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46096.75 Kr¶

PnL: ---------------------------------------> -791.82 Kr¶

DD now: ---------------------------------> -2.341 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:24:00.997464'

Anic Portfolio¶

Today¶

Return: -0.796 %¶

This Week¶

Return: -1.384 %¶

Total¶

Return: 55.475 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -2.000000 2740.500000 104.500000 3.960000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.470000 427.400000 72.400000 20.390000 355.000000
Corem Property Group B 59 -2.510000 641.330000 64.330000 11.150000 576.999999
HMS Networks 2 -0.840000 709.600000 36.600000 5.440000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.810000 548.800000 16.800000 3.160000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.970000 260.640000 14.640000 5.950000 246.000000
Resurs Holding 22 0.600000 587.180000 13.180000 2.300000 573.999998
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Midsona B 63 -1.670000 594.720000 11.720000 2.010000 582.999984
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Essity A 4 0.520000 1156.000000 7.000000 0.610000 1149.000000
Intrum 4 -0.520000 533.200000 6.200000 1.180000 527.000000
AcadeMedia 12 1.040000 560.640000 3.640000 0.650000 557.000004
Boozt 12 1.620000 1657.200000 3.200000 0.190000 1653.999996
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
Essity B 2 -0.520000 577.000000 3.000000 0.520000 574.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 -1.930000 546.250000 0.250000 0.050000 546.000000
Swedbank A 3 -1.820000 559.800000 -4.200000 -0.740000 564.000000
Securitas B 6 -0.490000 564.240000 -5.760000 -1.010000 570.000000
Nordea Bank Abp 29 -1.330000 3444.620000 -9.380000 -0.270000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
CTEK 13 -0.430000 510.900000 -23.100000 -4.330000 533.999999
International Petroleum Corp. 5 1.270000 519.000000 -75.570000 -12.710000 594.565215
Vivesto 1368 -5.390000 523.670000 -89.330000 -14.570000 612.999432
SAAB B 8 -0.510000 3283.200000 -93.800000 -2.780000 3377.000000
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
OX2 18 0.410000 1550.700000 -113.300000 -6.810000 1663.999992
Axfood 13 -0.180000 3572.400000 -183.600000 -4.890000 3756.000001
Fasadgruppen Group 35 -1.770000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 -1.030000 2995.200000 -366.800000 -10.910000 3361.999992
TOTAL 46096.750000 -791.820000 -2.34072% 46888.564618

Updated:¶

'2023-01-13 16:24:13.549042'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶